Financial Derivatives Modeling
eBook
This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
Ekstrand, Christian
| ISBN | 9783642221552 |
|---|---|
| Article number | 9783642221552 |
| Media type | eBook - PDF |
| Copyright year | 2011 |
| Publisher | Springer-Verlag |
| Length | 319 pages |
| Language | English |
| Copy protection | Adobe DRM |
